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9780471392903

Investment Guarantees Modeling and Risk Management for Equity-Linked Life Insurance
Investment Guarantees Modeling and Risk Management for Equity-Linked Life Insurance
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  • ISBN-13: 9780471392903
  • ISBN: 0471392901
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Hardy, Mary

SUMMARY

Praise for InvestmentGuarantees "In addition to being a valuable and innovative addition to the literature on risk management of equity-linked insurance, this book provides a uniquely clear demonstration of using different measures in a very practical context. A great way of showing actuaries how to ‘mind their Ps and Qs'!" -Boris Brizeli Principal and Chief Operations Officer GE Insource Limited "This is an extremely well written and comprehensive book which will be useful for both practitioners and graduate students. It provides a unique synthesis of techniques and tools in econometrics, financial engineering, and simulation applied to questions of fundamental importance in insurance." -Dr. Andrew Cairns Reader in Financial and Actuarial Mathematics Heriot-Watt University "Investment Guarantees will become the reference book of choice for both actuaries and non-actuaries alike working in the field of guarantees associated with equity-linked products. The book provides an excellent balance between theory and practice in the course of contrasting actuarial modeling and option pricing theory as applied to guarantees on equity-linked products." -Larry M. Gorski Life Actuary Illinois Department of Insurance "Professor Hardy strikes the right balance between theory development and practical demonstration, offering insights to both novices and experienced practitioners. Her comprehensive treatment of risk modeling of investment guarantees will benefit actuaries and financial engineers alike, allowing each to understand better the nature and management of equity exposure. Exceptionally readable, Investment Guarantees is an invaluable resource for insurance and financial professionals working with equity-linked insurance and annuity products." -Geoffrey H. Hancock Principal Mercer Risk, Finance & Insurance ConsultingHardy, Mary is the author of 'Investment Guarantees Modeling and Risk Management for Equity-Linked Life Insurance' with ISBN 9780471392903 and ISBN 0471392901.

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